ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
121-19 |
121-24 |
0-05 |
0.1% |
119-30 |
| High |
122-13 |
122-09 |
-0-04 |
-0.1% |
122-13 |
| Low |
121-08 |
121-02 |
-0-06 |
-0.2% |
119-05 |
| Close |
121-23 |
121-16 |
-0-07 |
-0.2% |
121-16 |
| Range |
1-05 |
1-07 |
0-02 |
5.4% |
3-08 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.3% |
0-00 |
| Volume |
486,823 |
398,964 |
-87,859 |
-18.0% |
2,128,213 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-19 |
122-05 |
|
| R3 |
124-02 |
123-12 |
121-27 |
|
| R2 |
122-27 |
122-27 |
121-23 |
|
| R1 |
122-05 |
122-05 |
121-20 |
121-28 |
| PP |
121-20 |
121-20 |
121-20 |
121-15 |
| S1 |
120-30 |
120-30 |
121-12 |
120-22 |
| S2 |
120-13 |
120-13 |
121-09 |
|
| S3 |
119-06 |
119-23 |
121-05 |
|
| S4 |
117-31 |
118-16 |
120-27 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-25 |
129-12 |
123-09 |
|
| R3 |
127-17 |
126-04 |
122-13 |
|
| R2 |
124-09 |
124-09 |
122-03 |
|
| R1 |
122-28 |
122-28 |
121-26 |
123-18 |
| PP |
121-01 |
121-01 |
121-01 |
121-12 |
| S1 |
119-20 |
119-20 |
121-06 |
120-10 |
| S2 |
117-25 |
117-25 |
120-29 |
|
| S3 |
114-17 |
116-12 |
120-19 |
|
| S4 |
111-09 |
113-04 |
119-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-13 |
119-05 |
3-08 |
2.7% |
1-09 |
1.1% |
72% |
False |
False |
425,642 |
| 10 |
122-13 |
118-06 |
4-07 |
3.5% |
1-08 |
1.0% |
79% |
False |
False |
531,697 |
| 20 |
122-13 |
117-11 |
5-02 |
4.2% |
1-07 |
1.0% |
82% |
False |
False |
319,259 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-09 |
1.1% |
56% |
False |
False |
160,110 |
| 60 |
126-00 |
117-11 |
8-21 |
7.1% |
1-08 |
1.0% |
48% |
False |
False |
106,761 |
| 80 |
126-00 |
112-20 |
13-12 |
11.0% |
1-03 |
0.9% |
66% |
False |
False |
80,076 |
| 100 |
126-00 |
108-00 |
18-00 |
14.8% |
0-30 |
0.8% |
75% |
False |
False |
64,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-15 |
|
2.618 |
125-15 |
|
1.618 |
124-08 |
|
1.000 |
123-16 |
|
0.618 |
123-01 |
|
HIGH |
122-09 |
|
0.618 |
121-26 |
|
0.500 |
121-22 |
|
0.382 |
121-17 |
|
LOW |
121-02 |
|
0.618 |
120-10 |
|
1.000 |
119-27 |
|
1.618 |
119-03 |
|
2.618 |
117-28 |
|
4.250 |
115-28 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-22 |
121-14 |
| PP |
121-20 |
121-13 |
| S1 |
121-18 |
121-11 |
|